Author(s)

Y. L. Lio, Ding-Geng Chen, Tzong-Ru Tsai

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In this paper, inference on parameter estimation of the generalized Rayleigh distribution are investigated for progressively type-I interval censored samples. The estimators of distribution parameters via maximum likelihood, moment method and probability plot are derived, and their performance are compared based on simulation results in terms of the mean squared error and bias. A case application of plasma cell myeloma data is used for illustrating the proposed estimation methods.

Maximum Likelihood Estimate, Method of Moments, EM Algorithm, Type-I Interval Censoring

Y. Lio, D. Chen and T. Tsai, "Parameter Estimations for Generalized RayleighDistribution under Progressively Type-I IntervalCensored Data," Open Journal of Statistics, Vol. 1 No. 2, 2011, pp. 46-57. doi: 10.4236/ojs.2011.12006.